-10.3%
BX vs ARWR
+17.3%
-27.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +0.6% | -17.8% | +18.4% | +2.7% |
| 30D | +14.2% | -18.1% | +32.4% | +16.8% |
| 3M | -18.7% | -44.2% | +25.4% | -13.2% |
| 6M | +2.5% | -38.6% | +41.1% | +7.8% |
| YTD | -18.8% | -28.0% | +9.2% | -16.7% |
| 1Y | -10.3% | +16.1% | -26.4% | -9.9% |
| All | -10.3% | +17.3% | -27.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling